Anic Equity¶

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Total return since start: 0.574 %¶

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Equity now: -----------------------------> 48086.69 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46691.8 Kr¶

PnL: ---------------------------------------> -196.77 Kr¶

DD now: ---------------------------------> -1.117 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 09:31:29.932405'

Anic Portfolio¶

Today¶

Return: 0.109 %¶

This Week¶

Return: 1.164 %¶

Total¶

Return: 57.423 %¶

Benchmark comparison TODAY¶

---------------------------------------------------------------------------
HTTPError                                 Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_12628/3603717069.py in <module>
      7     data = ava.search_for_instrument(avanza.constants.InstrumentType.INDEX, ticker)
      8     index_id = data['hits'][0]['topHits'][0]['id']
----> 9     price = pd.DataFrame(ava.get_chart_data(index_id, period = TimePeriod.TODAY)['ohlc'])
     10 
     11     try:

~\Anaconda3\envs\AnicTrading\lib\site-packages\avanza\avanza.py in get_chart_data(self, order_book_id, period, resolution)
   1570             options['resolution'] = resolution.value.lower()
   1571 
-> 1572         return self.__call(
   1573             HttpMethod.GET,
   1574             Route.CHARTDATA_PATH.value.format(order_book_id, options['timePeriod'])

~\Anaconda3\envs\AnicTrading\lib\site-packages\avanza\avanza.py in __call(self, method, path, options, return_content)
    136         )
    137 
--> 138         response.raise_for_status()
    139 
    140         # Some routes like add/remove instrument from a watchlist

~\Anaconda3\envs\AnicTrading\lib\site-packages\requests\models.py in raise_for_status(self)
    951 
    952         if http_error_msg:
--> 953             raise HTTPError(http_error_msg, response=self)
    954 
    955     def close(self):

HTTPError: 503 Server Error: Service Temporarily Unavailable for url: https://www.avanza.se/_api/price-chart/stock/155541?timePeriod=today

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.120000 2908.500000 272.500000 10.340000 2636.000010
Beijer Electronics Group 26 0.490000 3172.000000 201.000000 6.770000 2971.000006
Boozt 12 4.460000 1770.000000 116.000000 7.010000 1653.999996
Corem Property Group B 59 -3.780000 660.800000 83.800000 14.520000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.270000 434.600000 79.600000 22.420000 355.000000
HMS Networks 2 -0.060000 716.800000 43.800000 6.510000 673.000000
OEM International B 7 0.260000 550.200000 22.200000 4.200000 527.999997
Coor Service Management Hold. 8 0.730000 553.600000 21.600000 4.060000 532.000000
MedCap 2 0.450000 442.000000 21.000000 4.990000 421.000000
Intrum 4 0.180000 546.800000 19.800000 3.760000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
Midsona B 63 -1.240000 601.650000 18.650000 3.200000 582.999984
FM Mattsson Mora Group B 50 -0.840000 2945.000000 18.000000 0.610000 2927.000000
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 -3.820000 259.680000 13.680000 5.560000 246.000000
Eastnine 4 -0.790000 501.600000 10.600000 2.160000 491.000000
AcadeMedia 12 0.550000 567.120000 10.120000 1.820000 557.000004
Nordea Bank Abp 29 -0.170000 3462.600000 8.600000 0.250000 3453.999992
Essity B 2 -0.210000 581.600000 7.600000 1.320000 574.000000
Resurs Holding 22 -0.860000 580.800000 6.800000 1.180000 573.999998
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
Norva24 Group 16 -1.790000 544.000000 1.000000 0.180000 543.000000
Securitas B 6 -0.170000 569.160000 -0.840000 -0.150000 570.000000
Swedbank A 3 -0.770000 559.500000 -4.500000 -0.800000 564.000000
Handelsbanken A 5 -1.550000 541.000000 -5.000000 -0.920000 546.000000
CTEK 13 -2.810000 526.370000 -7.630000 -1.430000 533.999999
SAAB B 8 0.790000 3357.600000 -19.400000 -0.570000 3377.000000
Vivesto 1368 1.540000 558.420000 -54.580000 -8.900000 612.999432
Sampo Oyj SDB 7 0.000000 3794.000000 -56.000000 -1.450000 3850.000000
International Petroleum Corp. 5 0.560000 538.000000 -56.570000 -9.510000 594.565215
Axfood 13 0.980000 3615.300000 -140.700000 -3.750000 3756.000001
OX2 18 -0.480000 1495.800000 -168.200000 -10.110000 1663.999992
Ovzon 52 0.170000 3016.000000 -346.000000 -10.290000 3361.999992
Fasadgruppen Group 35 0.410000 3444.000000 -367.000000 -9.630000 3810.999990
TOTAL 46690.300000 -198.270000 -1.12009% 46888.564618

Updated:¶

'2023-01-17 09:30:53.981912'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶